test equality of variance

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ecofin
Posts: 182
Joined: Fri May 10, 2013 11:24 am

test equality of variance

Postby ecofin » Tue Oct 07, 2014 1:02 pm

can you enhance the test of equality of variance to show:
1-mean difference;
2-std error difference;
3- 95% confidence interval of the difference.

EViews Glenn
EViews Developer
Posts: 2671
Joined: Wed Oct 15, 2008 9:17 am

Re: test equality of variance

Postby EViews Glenn » Sat Oct 25, 2014 8:05 am

Just trying to get clarification on the request...

1. If you have more than 2 variances, which mean differences do you wish to see?

3. Under what distributional assumptions? Normality? Asymptotic?


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